+200.4%
B vs EIX
-3.3%
+203.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.6% | -19.1% | +17.5% | +2.0% |
| 30D | +9.4% | -16.9% | +26.3% | +12.6% |
| 3M | +5.0% | -20.0% | +25.0% | +8.7% |
| 6M | -3.5% | -21.3% | +17.8% | +0.3% |
| YTD | +4.5% | -1.7% | +6.2% | +2.5% |
| 1Y | +67.8% | +9.6% | +58.2% | +59.7% |
| All | +200.4% | -3.3% | +203.8% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling